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On condition numbers for Moore–Penrose inverse and...
Journal article

On condition numbers for Moore–Penrose inverse and linear least squares problem involving Kronecker products

Abstract

SUMMARY In this paper, we investigate the normwise, mixed, and componentwise condition numbers and their upper bounds for the Moore–Penrose inverse of the Kronecker product and more general matrix function compositions involving Kronecker products. We also present the condition numbers and their upper bounds for the associated Kronecker product linear least squares solution with full column rank. In practice, the derived upper bounds for the mixed and componentwise condition numbers for Kronecker product linear least squares solution can be efficiently estimated using the Hager–Higham Algorithm. Copyright © 2012 John Wiley & Sons, Ltd.

Authors

Diao H; Wang W; Wei Y; Qiao S

Journal

Numerical Linear Algebra with Applications, Vol. 20, No. 1, pp. 44–59

Publisher

Wiley

Publication Date

January 1, 2013

DOI

10.1002/nla.1823

ISSN

1070-5325

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